395 research outputs found
A quasiconvex asymptotic function with applications in optimization
We introduce a new asymptotic function, which is mainly adapted to quasiconvex functions. We establish several properties and calculus rules for this concept and compare it to previous notions of generalized asymptotic functions. Finally, we apply our new definition to quasiconvex optimization problems: we characterize the boundedness of the function, and the nonemptiness and compactness of the set of minimizers. We also provide a sufficient condition for the closedness of the image of a nonempty closed and convex set via a vector-valued function
Quasiconvex Programming
We define quasiconvex programming, a form of generalized linear programming
in which one seeks the point minimizing the pointwise maximum of a collection
of quasiconvex functions. We survey algorithms for solving quasiconvex programs
either numerically or via generalizations of the dual simplex method from
linear programming, and describe varied applications of this geometric
optimization technique in meshing, scientific computation, information
visualization, automated algorithm analysis, and robust statistics.Comment: 33 pages, 14 figure
Zero-Convex Functions, Perturbation Resilience, and Subgradient Projections for Feasibility-Seeking Methods
The convex feasibility problem (CFP) is at the core of the modeling of many
problems in various areas of science. Subgradient projection methods are
important tools for solving the CFP because they enable the use of subgradient
calculations instead of orthogonal projections onto the individual sets of the
problem. Working in a real Hilbert space, we show that the sequential
subgradient projection method is perturbation resilient. By this we mean that
under appropriate conditions the sequence generated by the method converges
weakly, and sometimes also strongly, to a point in the intersection of the
given subsets of the feasibility problem, despite certain perturbations which
are allowed in each iterative step. Unlike previous works on solving the convex
feasibility problem, the involved functions, which induce the feasibility
problem's subsets, need not be convex. Instead, we allow them to belong to a
wider and richer class of functions satisfying a weaker condition, that we call
"zero-convexity". This class, which is introduced and discussed here, holds a
promise to solve optimization problems in various areas, especially in
non-smooth and non-convex optimization. The relevance of this study to
approximate minimization and to the recent superiorization methodology for
constrained optimization is explained.Comment: Mathematical Programming Series A, accepted for publicatio
3D-2D dimensional reduction for a nonlinear optimal design problem with perimeter penalization
A 3D-2D dimension reduction for a nonlinear optimal design problem with a
perimeter penalization is performed in the realm of -convergence,
providing an integral representation for the limit functional.Comment: to appear on Comptes Rendus Mathematiqu
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